+99.8%
WMT vs STT
+195.2%
-95.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | -5.0% | +3.9% | -8.9% | -5.5% |
| 3M | -11.3% | +19.2% | -30.5% | -13.9% |
| 6M | -13.8% | +60.4% | -74.2% | -20.7% |
| YTD | -4.2% | +51.5% | -55.7% | -11.2% |
| 1Y | +4.6% | +76.3% | -71.7% | -6.5% |
| All | +99.8% | +195.2% | -95.4% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling